The Black-Scholes formula for the price of a European call option is SN(d1) - Ke"TN(dz). The formula also tells us that that a replicating portfolio can be created by buying shares and O a. SN(d); investment of N(d2) dollars at the risk-free rate O b. SN(da); investment of KeTTN(d2) dollars at the risk-free rate Oc. N(d2); borrowing of N(d2) dollars at the risk-free rate O d. N(da); borrowing of Ke ITN(dz) dollars at the risk-free rate O e. N(d1); investment of N(d2) dollars at the risk-free rate